Ship to a different address than what Paypal provides?

I just sold an lp on discogs. At the time of purchase and payment, the buyer asked me to ship to a different address than the one Paypal provided, which he said is his billing address.

I'm guessing this may be a Christmas gift. I'm not seeing an issue with it on the surface, but wanted to check with veteran sellers here. Could this be some sort of scam? If so, how does that work? Any way to know for sure by asking the buyer some questions?

Thanks in advance

 

The buyer can add a second address to their PayPal account so you can still ship with some seller protection, which is what I'd recommend you ask them to do. If they claim it never arrived and you shipped to an unverified address, you have no recourse.

 

Could be a dropshipper.

 

Thanks for the replies folks. It looks like a legit request, same last name different address.
But I did request that the buyer add their requested shipping address to their paypal account, as per AaronW's suggestion.